CME Australian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7269 |
0.7157 |
-0.0112 |
-1.5% |
0.7251 |
| High |
0.7275 |
0.7190 |
-0.0085 |
-1.2% |
0.7302 |
| Low |
0.7131 |
0.7109 |
-0.0022 |
-0.3% |
0.7221 |
| Close |
0.7158 |
0.7127 |
-0.0031 |
-0.4% |
0.7266 |
| Range |
0.0144 |
0.0081 |
-0.0063 |
-43.8% |
0.0081 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.3% |
0.0000 |
| Volume |
93,618 |
73,652 |
-19,966 |
-21.3% |
141,094 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7385 |
0.7337 |
0.7172 |
|
| R3 |
0.7304 |
0.7256 |
0.7149 |
|
| R2 |
0.7223 |
0.7223 |
0.7142 |
|
| R1 |
0.7175 |
0.7175 |
0.7134 |
0.7159 |
| PP |
0.7142 |
0.7142 |
0.7142 |
0.7134 |
| S1 |
0.7094 |
0.7094 |
0.7120 |
0.7078 |
| S2 |
0.7061 |
0.7061 |
0.7112 |
|
| S3 |
0.6980 |
0.7013 |
0.7105 |
|
| S4 |
0.6899 |
0.6932 |
0.7082 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7467 |
0.7311 |
|
| R3 |
0.7425 |
0.7386 |
0.7288 |
|
| R2 |
0.7344 |
0.7344 |
0.7281 |
|
| R1 |
0.7305 |
0.7305 |
0.7273 |
0.7325 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7273 |
| S1 |
0.7224 |
0.7224 |
0.7259 |
0.7244 |
| S2 |
0.7182 |
0.7182 |
0.7251 |
|
| S3 |
0.7101 |
0.7143 |
0.7244 |
|
| S4 |
0.7020 |
0.7062 |
0.7221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7302 |
0.7109 |
0.0193 |
2.7% |
0.0074 |
1.0% |
9% |
False |
True |
56,888 |
| 10 |
0.7302 |
0.7109 |
0.0193 |
2.7% |
0.0061 |
0.9% |
9% |
False |
True |
45,364 |
| 20 |
0.7302 |
0.7065 |
0.0237 |
3.3% |
0.0080 |
1.1% |
26% |
False |
False |
55,146 |
| 40 |
0.7348 |
0.6973 |
0.0375 |
5.3% |
0.0076 |
1.1% |
41% |
False |
False |
28,413 |
| 60 |
0.7348 |
0.6973 |
0.0375 |
5.3% |
0.0075 |
1.1% |
41% |
False |
False |
19,016 |
| 80 |
0.7348 |
0.6880 |
0.0468 |
6.6% |
0.0075 |
1.1% |
53% |
False |
False |
14,279 |
| 100 |
0.7348 |
0.6850 |
0.0498 |
7.0% |
0.0071 |
1.0% |
56% |
False |
False |
11,425 |
| 120 |
0.7354 |
0.6850 |
0.0504 |
7.1% |
0.0069 |
1.0% |
55% |
False |
False |
9,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7534 |
|
2.618 |
0.7402 |
|
1.618 |
0.7321 |
|
1.000 |
0.7271 |
|
0.618 |
0.7240 |
|
HIGH |
0.7190 |
|
0.618 |
0.7159 |
|
0.500 |
0.7150 |
|
0.382 |
0.7140 |
|
LOW |
0.7109 |
|
0.618 |
0.7059 |
|
1.000 |
0.7028 |
|
1.618 |
0.6978 |
|
2.618 |
0.6897 |
|
4.250 |
0.6765 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7150 |
0.7206 |
| PP |
0.7142 |
0.7179 |
| S1 |
0.7135 |
0.7153 |
|